We analyze the asymptotic behavior of the rescaled solution to the linear Korteweg-de Vries equation when the initial conditions are supposed to be random and weakly dependent. By means of the method of moments we prove the Gaussianity of the limiting process and we present its correlation function. The same technique is applied to the analysis of another third-order heat-type equation.
Gaussian Limiting Behavior of the Rescaled Solution to the Linear Korteweg–de Vries Equation with Random Initial Conditions / Beghin, Luisa; Viktoria P., Knopova; Nikolai N., Leonenko; Orsingher, Enzo. - In: JOURNAL OF STATISTICAL PHYSICS. - ISSN 0022-4715. - STAMPA. - 99 (3/4):(2000), pp. 769-781.
Gaussian Limiting Behavior of the Rescaled Solution to the Linear Korteweg–de Vries Equation with Random Initial Conditions
BEGHIN, Luisa;ORSINGHER, Enzo
2000
Abstract
We analyze the asymptotic behavior of the rescaled solution to the linear Korteweg-de Vries equation when the initial conditions are supposed to be random and weakly dependent. By means of the method of moments we prove the Gaussianity of the limiting process and we present its correlation function. The same technique is applied to the analysis of another third-order heat-type equation.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
